The Man Who Invented Modern Probability

Dr. Slava Gerovitch
is a lecturer on the history of mathematics at MIT, and an expert on
space history and Russian science and technology. The author of From Newspeak to Cyberspeak: A History of Soviet Cybernetics,
Gerovitch is also the director of the Program for Research in
Mathematics, Engineering and Science for High School Students (PRIMES).

If
two statisticians were to lose each other in an infinite forest, the
first thing they would do is get drunk. That way, they would walk more
or less randomly, which would give them the best chance of finding each
other. However, the statisticians should stay sober if they want to pick
mushrooms. Stumbling around drunk and without purpose would reduce the
area of exploration, and make it more likely that the seekers would
return to the same spot, where the mushrooms are already gone.

Such
considerations belong to the statistical theory of “random walk” or
“drunkard’s walk,” in which the future depends only on the present and
not the past. Today, random walk is used to model share prices,
molecular diffusion, neural activity, and population dynamics, among
other processes. It is also thought to describe how “genetic drift” can
result in a particular gene—say, for blue eye color—becoming prevalent
in a population. Ironically, this theory, which ignores the past, has a
rather rich history of its own. It is one of the many intellectual
innovations dreamed up by Andrei Kolmogorov, a mathematician of
startling breadth and ability who revolutionized the role of the
unlikely in mathematics, while carefully negotiating the shifting
probabilities of political and academic life in Soviet Russia.

As
a young man, Kolmogorov was nourished by the intellectual ferment of
post-revolutionary Moscow, where literary experimentation, the artistic
avant-garde, and radical new scientific ideas were in the air. In the
early 1920s, as a 17-year-old history student, he presented a paper to a
group of his peers at Moscow University, offering an unconventional
statistical analysis of the lives of medieval Russians. It found, for
example, that the tax levied on villages was usually a whole number,
while taxes on individual households were often expressed as fractions.
The paper concluded, controversially for the time, that taxes were
imposed on whole villages and then split among the households, rather
than imposed on households and accumulated by village. “You have found
only one proof,” was his professor’s acid observation. “That is not
enough for a historian. You need at least five proofs.” At that moment,
Kolmogorov decided to change his concentration to mathematics, where one
proof would suffice....